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Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset dy3p-ay2d 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
10% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
4475000.00
Base Market Value
4905718.75
Base Total Cost
4479636.75
Base Unrealized Gain Loss
426082.00
Base Accrued Interest
39270.82
Local Market Value
4905718.75
Local Total Cost Amount
4479636.75
Local Unrealized Gain Loss
426082.00
Local Accrued Interest
39270.82
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1350000.00
Base Market Value
1437750.00
Base Total Cost
1424659.54
Base Unrealized Gain Loss
13090.46
Base Accrued Interest
-350.00
Local Market Value
1437750.00
Local Total Cost Amount
1424659.54
Local Unrealized Gain Loss
13090.46
Local Accrued Interest
-350.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
633675.00
Base Total Cost
622775.00
Base Unrealized Gain Loss
10900.00
Base Accrued Interest
0
Local Market Value
633675.00
Local Total Cost Amount
622775.00
Local Unrealized Gain Loss
10900.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
10% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
630343.75
Base Total Cost
529117.38
Base Unrealized Gain Loss
101226.37
Base Accrued Interest
4791.66
Local Market Value
630343.75
Local Total Cost Amount
529117.38
Local Unrealized Gain Loss
101226.37
Local Accrued Interest
4791.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
6.25% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
455975.00
Base Total Cost
347672.63
Base Unrealized Gain Loss
108302.37
Base Accrued Interest
9583.33
Local Market Value
455975.00
Local Total Cost Amount
347672.63
Local Unrealized Gain Loss
108302.37
Local Accrued Interest
9583.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
6.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
223875.00
Base Total Cost
223472.25
Base Unrealized Gain Loss
402.75
Base Accrued Interest
1904.69
Local Market Value
223875.00
Local Total Cost Amount
223472.25
Local Unrealized Gain Loss
402.75
Local Accrued Interest
1904.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
6% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
825000.00
Base Market Value
885637.50
Base Total Cost
829568.75
Base Unrealized Gain Loss
56068.75
Base Accrued Interest
10450.00
Local Market Value
885637.50
Local Total Cost Amount
829568.75
Local Unrealized Gain Loss
56068.75
Local Accrued Interest
10450.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
6% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
536750.00
Base Total Cost
512937.50
Base Unrealized Gain Loss
23812.50
Base Accrued Interest
6333.33
Local Market Value
536750.00
Local Total Cost Amount
512937.50
Local Unrealized Gain Loss
23812.50
Local Accrued Interest
6333.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
5.25% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
272350.00
Base Total Cost
260000.00
Base Unrealized Gain Loss
12350.00
Base Accrued Interest
606.67
Local Market Value
272350.00
Local Total Cost Amount
260000.00
Local Unrealized Gain Loss
12350.00
Local Accrued Interest
606.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCRIPPS NETWORKS INTERAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS NETWORKS INTERAC
Security Description
2.75% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1012330.00
Base Total Cost
1025830.00
Base Unrealized Gain Loss
-13500.00
Base Accrued Interest
3513.89
Local Market Value
1012330.00
Local Total Cost Amount
1025830.00
Local Unrealized Gain Loss
-13500.00
Local Accrued Interest
3513.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPANESE YEN
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPANESE YEN
Interest Rate
0
Original Face
0
Shares Par Value
1117000
Base Market Value
8222
Base Total Cost
8163.12
Base Unrealized Gain Loss
58.88
Base Accrued Interest
0
Local Market Value
1117000
Local Total Cost Amount
1117000
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCRIPPS NETWORKS INTERAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS NETWORKS INTERAC
Security Description
3.9% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
134700.80
Base Total Cost
127945.50
Base Unrealized Gain Loss
6755.30
Base Accrued Interest
647.83
Local Market Value
134700.80
Local Total Cost Amount
127945.50
Local Unrealized Gain Loss
6755.30
Local Accrued Interest
647.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
2205000.00
Base Market Value
2202045.30
Base Total Cost
1964163.40
Base Unrealized Gain Loss
237881.90
Base Accrued Interest
8957.78
Local Market Value
2202045.30
Local Total Cost Amount
1964163.40
Local Unrealized Gain Loss
237881.90
Local Accrued Interest
8957.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.75% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1042500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
42500.00
Base Accrued Interest
3958.33
Local Market Value
1042500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
42500.00
Local Accrued Interest
3958.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
3.75% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
972800.00
Base Total Cost
984437.50
Base Unrealized Gain Loss
-11637.50
Base Accrued Interest
4552.08
Local Market Value
972800.00
Local Total Cost Amount
984437.50
Local Unrealized Gain Loss
-11637.50
Local Accrued Interest
4552.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49933.00
Base Total Cost
46500.00
Base Unrealized Gain Loss
3433.00
Base Accrued Interest
203.12
Local Market Value
49933.00
Local Total Cost Amount
46500.00
Local Unrealized Gain Loss
3433.00
Local Accrued Interest
203.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
5.75% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15006.15
Base Total Cost
15245.10
Base Unrealized Gain Loss
-238.95
Base Accrued Interest
71.87
Local Market Value
15006.15
Local Total Cost Amount
15245.10
Local Unrealized Gain Loss
-238.95
Local Accrued Interest
71.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5.5% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
508012.50
Base Total Cost
474468.47
Base Unrealized Gain Loss
33544.03
Base Accrued Interest
7535.00
Local Market Value
508012.50
Local Total Cost Amount
474468.47
Local Unrealized Gain Loss
33544.03
Local Accrued Interest
7535.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
658000.00
Base Market Value
676095.00
Base Total Cost
658932.37
Base Unrealized Gain Loss
17162.63
Base Accrued Interest
3495.62
Local Market Value
676095.00
Local Total Cost Amount
658932.37
Local Unrealized Gain Loss
17162.63
Local Accrued Interest
3495.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
599850.00
Base Total Cost
610495.40
Base Unrealized Gain Loss
-10645.40
Base Accrued Interest
11637.92
Local Market Value
599850.00
Local Total Cost Amount
610495.40
Local Unrealized Gain Loss
-10645.40
Local Accrued Interest
11637.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
416000.00
Base Market Value
402480.00
Base Total Cost
409622.72
Base Unrealized Gain Loss
-7142.72
Base Accrued Interest
7808.67
Local Market Value
402480.00
Local Total Cost Amount
409622.72
Local Unrealized Gain Loss
-7142.72
Local Accrued Interest
7808.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
169312.50
Base Total Cost
172317.25
Base Unrealized Gain Loss
-3004.75
Base Accrued Interest
3284.89
Local Market Value
169312.50
Local Total Cost Amount
172317.25
Local Unrealized Gain Loss
-3004.75
Local Accrued Interest
3284.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1100000.00
Base Market Value
1045000.00
Base Total Cost
972728.77
Base Unrealized Gain Loss
72271.23
Base Accrued Interest
7906.27
Local Market Value
1045000.00
Local Total Cost Amount
972728.77
Local Unrealized Gain Loss
72271.23
Local Accrued Interest
7906.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
529000.00
Base Market Value
502550.00
Base Total Cost
520075.95
Base Unrealized Gain Loss
-17525.95
Base Accrued Interest
3802.19
Local Market Value
502550.00
Local Total Cost Amount
520075.95
Local Unrealized Gain Loss
-17525.95
Local Accrued Interest
3802.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
433125.00
Base Total Cost
404375.00
Base Unrealized Gain Loss
28750.00
Base Accrued Interest
11671.88
Local Market Value
433125.00
Local Total Cost Amount
404375.00
Local Unrealized Gain Loss
28750.00
Local Accrued Interest
11671.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
340000.00
Base Market Value
327250.00
Base Total Cost
339070.00
Base Unrealized Gain Loss
-11820.00
Base Accrued Interest
8818.76
Local Market Value
327250.00
Local Total Cost Amount
339070.00
Local Unrealized Gain Loss
-11820.00
Local Accrued Interest
8818.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
95000.00
Base Total Cost
87250.00
Base Unrealized Gain Loss
7750.00
Base Accrued Interest
718.75
Local Market Value
95000.00
Local Total Cost Amount
87250.00
Local Unrealized Gain Loss
7750.00
Local Accrued Interest
718.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMINOLE HARD ROCK ENT I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMINOLE HARD ROCK ENT I
Security Description
5.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
874350.00
Base Total Cost
889575.00
Base Unrealized Gain Loss
-15225.00
Base Accrued Interest
6531.04
Local Market Value
874350.00
Local Total Cost Amount
889575.00
Local Unrealized Gain Loss
-15225.00
Local Accrued Interest
6531.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
2.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1700000.00
Base Market Value
1704182.00
Base Total Cost
1683510.00
Base Unrealized Gain Loss
20672.00
Base Accrued Interest
12218.75
Local Market Value
1704182.00
Local Total Cost Amount
1683510.00
Local Unrealized Gain Loss
20672.00
Local Accrued Interest
12218.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
2.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
61000.00
Base Market Value
61150.06
Base Total Cost
60978.65
Base Unrealized Gain Loss
171.41
Base Accrued Interest
438.44
Local Market Value
61150.06
Local Total Cost Amount
60978.65
Local Unrealized Gain Loss
171.41
Local Accrued Interest
438.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECH UK FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH UK FIN CO
Security Description
6.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
752100.00
Base Total Cost
732262.50
Base Unrealized Gain Loss
19837.50
Base Accrued Interest
16291.67
Local Market Value
752100.00
Local Total Cost Amount
732262.50
Local Unrealized Gain Loss
19837.50
Local Accrued Interest
16291.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECH UK FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH UK FIN CO
Security Description
6.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
555900.00
Base Total Cost
526237.50
Base Unrealized Gain Loss
29662.50
Base Accrued Interest
12046.87
Local Market Value
555900.00
Local Total Cost Amount
526237.50
Local Unrealized Gain Loss
29662.50
Local Accrued Interest
12046.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
378000.00
Base Market Value
395312.40
Base Total Cost
375637.50
Base Unrealized Gain Loss
19674.90
Base Accrued Interest
4725.00
Local Market Value
395312.40
Local Total Cost Amount
375637.50
Local Unrealized Gain Loss
19674.90
Local Accrued Interest
4725.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERTA SIMMONS BEDDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERTA SIMMONS BEDDING LLC
Security Description
1% 08 Nov 2024
Maturity Date
2024-11-08T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1045000.00
Base Market Value
1045000.00
Base Total Cost
1035581.25
Base Unrealized Gain Loss
9418.75
Base Accrued Interest
0
Local Market Value
1045000.00
Local Total Cost Amount
1035581.25
Local Unrealized Gain Loss
9418.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
635000.00
Base Market Value
670655.25
Base Total Cost
671109.33
Base Unrealized Gain Loss
-454.08
Base Accrued Interest
4365.69
Local Market Value
670655.25
Local Total Cost Amount
671109.33
Local Unrealized Gain Loss
-454.08
Local Accrued Interest
4365.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
8% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
544000.00
Base Market Value
646000.00
Base Total Cost
653055.00
Base Unrealized Gain Loss
-7055.00
Base Accrued Interest
5560.89
Local Market Value
646000.00
Local Total Cost Amount
653055.00
Local Unrealized Gain Loss
-7055.00
Local Accrued Interest
5560.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
475267.50
Base Total Cost
466875.00
Base Unrealized Gain Loss
8392.50
Base Accrued Interest
3090.63
Local Market Value
475267.50
Local Total Cost Amount
466875.00
Local Unrealized Gain Loss
8392.50
Local Accrued Interest
3090.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
319300.00
Base Total Cost
326350.00
Base Unrealized Gain Loss
-7050.00
Base Accrued Interest
7683.24
Local Market Value
319300.00
Local Total Cost Amount
326350.00
Local Unrealized Gain Loss
-7050.00
Local Accrued Interest
7683.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
7.625% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
309575.00
Base Total Cost
313934.38
Base Unrealized Gain Loss
-4359.38
Base Accrued Interest
5528.11
Local Market Value
309575.00
Local Total Cost Amount
313934.38
Local Unrealized Gain Loss
-4359.38
Local Accrued Interest
5528.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
124000.00
Base Market Value
130962.60
Base Total Cost
133448.80
Base Unrealized Gain Loss
-2486.20
Base Accrued Interest
851.64
Local Market Value
130962.60
Local Total Cost Amount
133448.80
Local Unrealized Gain Loss
-2486.20
Local Accrued Interest
851.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICEMASTER CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICEMASTER CO LLC
Security Description
1% 08 Nov 2023
Maturity Date
2023-11-08T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
567199.87
Base Market Value
570744.87
Base Total Cost
567381.97
Base Unrealized Gain Loss
3362.90
Base Accrued Interest
0
Local Market Value
570744.87
Local Total Cost Amount
567381.97
Local Unrealized Gain Loss
3362.90
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICEMASTER COMPANY LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICEMASTER COMPANY LL
Security Description
7.45% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
7.45
Original Face
0.00
Shares Par Value
1385000.00
Base Market Value
1513112.50
Base Total Cost
1162625.00
Base Unrealized Gain Loss
350487.50
Base Accrued Interest
38980.05
Local Market Value
1513112.50
Local Total Cost Amount
1162625.00
Local Unrealized Gain Loss
350487.50
Local Accrued Interest
38980.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICEMASTER COMPANY LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICEMASTER COMPANY LL
Security Description
5.125% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
571000.00
Base Market Value
590985.00
Base Total Cost
571000.00
Base Unrealized Gain Loss
19985.00
Base Accrued Interest
3739.26
Local Market Value
590985.00
Local Total Cost Amount
571000.00
Local Unrealized Gain Loss
19985.00
Local Accrued Interest
3739.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICENOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICENOW INC
Security Description
0.01% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
707000.00
Base Market Value
720256.25
Base Total Cost
720149.63
Base Unrealized Gain Loss
106.62
Base Accrued Interest
0
Local Market Value
720256.25
Local Total Cost Amount
720149.63
Local Unrealized Gain Loss
106.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
1265000.00
Base Market Value
1204912.50
Base Total Cost
1239771.88
Base Unrealized Gain Loss
-34859.38
Base Accrued Interest
4005.84
Local Market Value
1204912.50
Local Total Cost Amount
1239771.88
Local Unrealized Gain Loss
-34859.38
Local Accrued Interest
4005.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
1150000.00
Base Market Value
1095375.00
Base Total Cost
1094206.09
Base Unrealized Gain Loss
1168.91
Base Accrued Interest
3641.68
Local Market Value
1095375.00
Local Total Cost Amount
1094206.09
Local Unrealized Gain Loss
1168.91
Local Accrued Interest
3641.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
695325.00
Base Total Cost
743937.50
Base Unrealized Gain Loss
-48612.50
Base Accrued Interest
2311.67
Local Market Value
695325.00
Local Total Cost Amount
743937.50
Local Unrealized Gain Loss
-48612.50
Local Accrued Interest
2311.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
399000.00
Base Market Value
380047.50
Base Total Cost
411468.75
Base Unrealized Gain Loss
-31421.25
Base Accrued Interest
1263.50
Local Market Value
380047.50
Local Total Cost Amount
411468.75
Local Unrealized Gain Loss
-31421.25
Local Accrued Interest
1263.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
285750.00
Base Total Cost
300400.00
Base Unrealized Gain Loss
-14650.00
Base Accrued Interest
950.00
Local Market Value
285750.00
Local Total Cost Amount
300400.00
Local Unrealized Gain Loss
-14650.00
Local Accrued Interest
950.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
6.375% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
148125.00
Base Total Cost
119250.00
Base Unrealized Gain Loss
28875.00
Base Accrued Interest
1593.75
Local Market Value
148125.00
Local Total Cost Amount
119250.00
Local Unrealized Gain Loss
28875.00
Local Accrued Interest
1593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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